Assuming for simplicity that all series in the class under consideration (say treeline treering widths) have the same coverage over time, standardize each series to zero mean and variance over the entire period (not just
the instrumental calibration period).
Not exact matches
However, the reason why the PC summaries are used in the first place in paleo - reconstructions is that using the full proxy set often runs into the danger of «overfitting» during the
calibration period (the time
period when the proxy data are trained to match the
instrumental record).
«The principal difficulty is that the divergence disallows the direct
calibration of tree growth indices with
instrumental temperature data over recent decades (the
period of greatest warmth over the last 150 years), impeding the use of such data in climatic reconstructions.»
As I have said repeatedly before, and independently of this particular revelation and investigation, the issue is possible artifical inflation of the
calibration statistics during the 20th century
instrumental period resulting from biased chronology substitutions.
It's only the CPS methodology that requires screening and
calibration to the
instrumental period — if there are no other proxies within the same grid box that extend to the
instrumental period.
The first step is typically to separate the
period of
instrumental measurements into two segments: a
calibration period and a validation
period.